Continuous-Time Modeling of Counterfactual Outcomes Using Neural
Controlled Differential Equations
- URL: http://arxiv.org/abs/2206.08311v1
- Date: Thu, 16 Jun 2022 17:15:15 GMT
- Title: Continuous-Time Modeling of Counterfactual Outcomes Using Neural
Controlled Differential Equations
- Authors: Nabeel Seedat, Fergus Imrie, Alexis Bellot, Zhaozhi Qian, Mihaela van
der Schaar
- Abstract summary: Estimating counterfactual outcomes over time has the potential to unlock personalized healthcare.
Existing causal inference approaches consider regular, discrete-time intervals between observations and treatment decisions.
We propose a controllable simulation environment based on a model of tumor growth for a range of scenarios.
- Score: 84.42837346400151
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Estimating counterfactual outcomes over time has the potential to unlock
personalized healthcare by assisting decision-makers to answer ''what-iF''
questions. Existing causal inference approaches typically consider regular,
discrete-time intervals between observations and treatment decisions and hence
are unable to naturally model irregularly sampled data, which is the common
setting in practice. To handle arbitrary observation patterns, we interpret the
data as samples from an underlying continuous-time process and propose to model
its latent trajectory explicitly using the mathematics of controlled
differential equations. This leads to a new approach, the Treatment Effect
Neural Controlled Differential Equation (TE-CDE), that allows the potential
outcomes to be evaluated at any time point. In addition, adversarial training
is used to adjust for time-dependent confounding which is critical in
longitudinal settings and is an added challenge not encountered in conventional
time-series. To assess solutions to this problem, we propose a controllable
simulation environment based on a model of tumor growth for a range of
scenarios with irregular sampling reflective of a variety of clinical
scenarios. TE-CDE consistently outperforms existing approaches in all simulated
scenarios with irregular sampling.
Related papers
- On the Identification of Temporally Causal Representation with Instantaneous Dependence [50.14432597910128]
Temporally causal representation learning aims to identify the latent causal process from time series observations.
Most methods require the assumption that the latent causal processes do not have instantaneous relations.
We propose an textbfIDentification framework for instantanetextbfOus textbfLatent dynamics.
arXiv Detail & Related papers (2024-05-24T08:08:05Z) - FUSE: Fast Unified Simulation and Estimation for PDEs [11.991297011923004]
We argue that solving both problems within the same framework can lead to consistent gains in accuracy and robustness.
We present the capabilities of the proposed methodology for predicting continuous and discrete biomarkers in full-body haemodynamics simulations.
arXiv Detail & Related papers (2024-05-23T13:37:26Z) - Individualized Dosing Dynamics via Neural Eigen Decomposition [51.62933814971523]
We introduce the Neural Eigen Differential Equation algorithm (NESDE)
NESDE provides individualized modeling, tunable generalization to new treatment policies, and fast, continuous, closed-form prediction.
We demonstrate the robustness of NESDE in both synthetic and real medical problems, and use the learned dynamics to publish simulated medical gym environments.
arXiv Detail & Related papers (2023-06-24T17:01:51Z) - Estimating Treatment Effects from Irregular Time Series Observations
with Hidden Confounders [15.41689729746877]
Real-world time series can include large-scale, irregular, and intermittent time series observations.
existence of hidden confounders can lead to biased treatment estimates.
In continuous time settings with irregular samples, it is challenging to directly handle the dynamics of causality.
arXiv Detail & Related papers (2023-03-04T04:55:34Z) - TCFimt: Temporal Counterfactual Forecasting from Individual Multiple
Treatment Perspective [50.675845725806724]
We propose a comprehensive framework of temporal counterfactual forecasting from an individual multiple treatment perspective (TCFimt)
TCFimt constructs adversarial tasks in a seq2seq framework to alleviate selection and time-varying bias and designs a contrastive learning-based block to decouple a mixed treatment effect into separated main treatment effects and causal interactions.
The proposed method shows satisfactory performance in predicting future outcomes with specific treatments and in choosing optimal treatment type and timing than state-of-the-art methods.
arXiv Detail & Related papers (2022-12-17T15:01:05Z) - Counterfactual inference for sequential experiments [17.817769460838665]
We consider after-study statistical inference for sequentially designed experiments wherein multiple units are assigned treatments for multiple time points.
Our goal is to provide inference guarantees for the counterfactual mean at the smallest possible scale.
We illustrate our theory via several simulations and a case study involving data from a mobile health clinical trial HeartSteps.
arXiv Detail & Related papers (2022-02-14T17:24:27Z) - Deep Bayesian Estimation for Dynamic Treatment Regimes with a Long
Follow-up Time [28.11470886127216]
Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making.
We combine outcome regression models with treatment models for high dimensional features using uncensored subjects that are small in sample size.
Also, the developed deep Bayesian models can model uncertainty and output the prediction variance which is essential for the safety-aware applications, such as self-driving cars and medical treatment design.
arXiv Detail & Related papers (2021-09-20T13:21:39Z) - CSDI: Conditional Score-based Diffusion Models for Probabilistic Time
Series Imputation [107.63407690972139]
Conditional Score-based Diffusion models for Imputation (CSDI) is a novel time series imputation method that utilizes score-based diffusion models conditioned on observed data.
CSDI improves by 40-70% over existing probabilistic imputation methods on popular performance metrics.
In addition, C reduces the error by 5-20% compared to the state-of-the-art deterministic imputation methods.
arXiv Detail & Related papers (2021-07-07T22:20:24Z) - Leveraging Global Parameters for Flow-based Neural Posterior Estimation [90.21090932619695]
Inferring the parameters of a model based on experimental observations is central to the scientific method.
A particularly challenging setting is when the model is strongly indeterminate, i.e., when distinct sets of parameters yield identical observations.
We present a method for cracking such indeterminacy by exploiting additional information conveyed by an auxiliary set of observations sharing global parameters.
arXiv Detail & Related papers (2021-02-12T12:23:13Z) - A Functional Model for Structure Learning and Parameter Estimation in
Continuous Time Bayesian Network: An Application in Identifying Patterns of
Multiple Chronic Conditions [2.440763941001707]
We propose a continuous time Bayesian network with conditional dependencies, represented as Poisson regression.
We use a dataset of patients with multiple chronic conditions extracted from electronic health records of the Department of Veterans Affairs.
The proposed approach provides a sparse intuitive representation of the complex functional relationships between multiple chronic conditions.
arXiv Detail & Related papers (2020-07-31T05:02:34Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.